Regularity Properties of Some Stochastic Volterra Integrals with Singular Kernel
نویسنده
چکیده
We prove the Hölder continuity of some stochastic Volterra integrals, with singular kernels, under integrability assumptions on the integrand. Some applications to processes arising in the analysis of the fractional Brownian motion are given. The main tool is the embedding of some Besov spaces into some sets of Hölder continuous functions.
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